Short Straddles — RUT

Data as of

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StockStock PriceCallPrice 1PutPrice 2Premium% of StockNet IVol
RUT2,793.2012-15 2,800.00467.5012-15 2,800.00234.90702.4025.150.48
RUT2,793.2012-17 2,800.00313.7012-17 2,800.00196.40510.1018.260.42
RUT2,793.2009-17 2,800.00268.5009-17 2,800.00178.50447.0016.000.41
RUT2,793.2006-17 2,800.00220.2006-17 2,800.00156.30376.5013.480.41
RUT2,793.2003-19 2,790.00171.7003-19 2,790.00123.80295.5010.580.40
RUT2,793.2003-19 2,800.00165.8003-19 2,800.00127.90293.7010.520.40
RUT2,793.2012-18 2,795.00105.1012-18 2,795.0087.00192.106.880.39
RUT2,793.2012-18 2,800.00102.5012-18 2,800.0089.10191.606.860.39
RUT2,793.2011-20 2,790.0083.4011-20 2,790.0065.90149.305.350.39
RUT2,793.2011-20 2,795.0080.5011-20 2,795.0068.00148.505.320.38
RUT2,793.2011-20 2,800.0077.6011-20 2,800.0070.10147.705.290.38
RUT2,793.2010-16 2,785.0037.3010-16 2,785.0023.3060.602.170.34
RUT2,793.2010-16 2,790.0034.3010-16 2,790.0025.4059.702.140.34
RUT2,793.2010-16 2,795.0031.5010-16 2,795.0027.6059.102.120.34
RUT2,793.2010-16 2,800.0028.8010-16 2,800.0029.9058.702.100.33